I don't have an answer here, but I want to make it clear that as
-ivreg2- is user-written there is no reason to expect any comments on it
within -help whatsnew-.
Nick
[email protected]
From: Rey Hernandez <[email protected]>
I recently updated from Stata 9 to Stata 11.
Using Stata 11, I opened the Stata 9 do-file and estimated the same
ivreg2 command:
ivreg2 depvar (endogenousvar= instrument1 instrument2)
controlvariables [aw=weight], first hascon robust
Surprisingly, the standard errors in Stata 11 were much larger than in
Stata 9, though the coefficient estimates were unchanged. I looked in
the 'whatsnew' and found no explanation of changes in this command.
I've also tried:
version 9: ivreg2 depvar (endogenousvar= instrument1 instrument2)
controlvariables [aw=weight], first hascon robust
This did not replicate my original standard errors either.
Does anyone know the reason for the change in the estimated standard
errors?
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
